-35.1%
SPXS vs FIVN
+20.3%
-55.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.2% |
| 7D | +2.5% | -7.8% | +10.3% | +1.3% |
| 30D | +4.2% | -1.7% | +5.9% | +4.1% |
| 3M | -9.3% | +47.2% | -56.5% | -2.9% |
| 6M | -30.7% | +82.7% | -113.4% | -20.9% |
| YTD | -28.1% | +52.9% | -81.0% | -21.4% |
| 1Y | -35.1% | +17.5% | -52.5% | -33.2% |
| All | -35.1% | +20.3% | -55.4% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FIVN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling